A Radon-Nikodym theorem for monotone measures
Functional Analysis
2023-09-22 v1
Abstract
A version of Radon-Nikodym theorem for the Choquet integral w.r.t. monotone measures is proved. Without any presumptive condition, we obtain a necessary and sufficient condition for the ordered pair of finite monotone measures to have the so-called Radon-Nikodym property related to a nonnegative measurable function . If is null-continuous and weakly null-additive, then is uniquely determined almost everywhere by and thus is called the Radon-Nikodym derivative of w.r.t. . For -finite monotone measures, a Radon-Nikodym type theorem is also obtained under the assumption that the monotone measures are lower continuous and null-additive.
Cite
@article{arxiv.2309.11868,
title = {A Radon-Nikodym theorem for monotone measures},
author = {Yao Ouyang and Jun Li},
journal= {arXiv preprint arXiv:2309.11868},
year = {2023}
}